/
constraints.jl
158 lines (139 loc) · 5.11 KB
/
constraints.jl
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import Base.==, Base.<=, Base.>=, Base.<, Base.>
export EqConstraint, LtConstraint, GtConstraint
export ==, <=, >=
conic_constr_to_constr = Dict{ConicConstr, Constraint}()
### Linear equality constraint
type EqConstraint <: Constraint
head::Symbol
id_hash::UInt64
lhs::AbstractExpr
rhs::AbstractExpr
size::Tuple{Int, Int}
dual::ValueOrNothing
function EqConstraint(lhs::AbstractExpr, rhs::AbstractExpr)
if lhs.size == rhs.size || lhs.size == (1, 1)
sz = rhs.size
elseif rhs.size == (1, 1)
sz = lhs.size
else
error("Cannot create equality constraint between expressions of size $(lhs.size) and $(rhs.size)")
end
id_hash = hash((lhs, rhs, :(==)))
return new(:(==), id_hash, lhs, rhs, sz, nothing)
end
end
function vexity(c::EqConstraint)
vex = vexity(c.lhs) + (-vexity(c.rhs))
# You can't have equality constraints with concave/convex expressions
if vex == ConvexVexity() || vex == ConcaveVexity()
vex = NotDcp()
end
return vex
end
function conic_form!(c::EqConstraint, unique_conic_forms::UniqueConicForms)
if !has_conic_form(unique_conic_forms, c)
expr = c.lhs - c.rhs
objective = conic_form!(expr, unique_conic_forms)
new_constraint = ConicConstr([objective], :Zero, [c.size[1] * c.size[2]])
conic_constr_to_constr[new_constraint] = c
cache_conic_form!(unique_conic_forms, c, new_constraint)
end
return get_conic_form(unique_conic_forms, c)
end
==(lhs::AbstractExpr, rhs::AbstractExpr) = EqConstraint(lhs, rhs)
==(lhs::AbstractExpr, rhs::Value) = ==(lhs, Constant(rhs))
==(lhs::Value, rhs::AbstractExpr) = ==(Constant(lhs), rhs)
### Linear inequality constraints
type LtConstraint <: Constraint
head::Symbol
id_hash::UInt64
lhs::AbstractExpr
rhs::AbstractExpr
size::Tuple{Int, Int}
dual::ValueOrNothing
function LtConstraint(lhs::AbstractExpr, rhs::AbstractExpr)
if lhs.size == rhs.size || lhs.size == (1, 1)
sz = rhs.size
elseif rhs.size == (1, 1)
sz = lhs.size
else
error("Cannot create inequality constraint between expressions of size $(lhs.size) and $(rhs.size)")
end
id_hash = hash((lhs, rhs, :(<=)))
return new(:(<=), id_hash, lhs, rhs, sz, nothing)
end
end
function vexity(c::LtConstraint)
vex = vexity(c.lhs) + (-vexity(c.rhs))
if vex == ConcaveVexity()
vex = NotDcp()
end
return vex
end
function conic_form!(c::LtConstraint, unique_conic_forms::UniqueConicForms)
if !has_conic_form(unique_conic_forms, c)
expr = c.rhs - c.lhs
objective = conic_form!(expr, unique_conic_forms)
new_constraint = ConicConstr([objective], :NonNeg, [c.size[1] * c.size[2]])
conic_constr_to_constr[new_constraint] = c
cache_conic_form!(unique_conic_forms, c, new_constraint)
end
return get_conic_form(unique_conic_forms, c)
end
<=(lhs::AbstractExpr, rhs::AbstractExpr) = LtConstraint(lhs, rhs)
<=(lhs::AbstractExpr, rhs::Value) = <=(lhs, Constant(rhs))
<=(lhs::Value, rhs::AbstractExpr) = <=(Constant(lhs), rhs)
<(lhs::AbstractExpr, rhs::AbstractExpr) = LtConstraint(lhs, rhs)
<(lhs::AbstractExpr, rhs::Value) = <=(lhs, Constant(rhs))
<(lhs::Value, rhs::AbstractExpr) = <=(Constant(lhs), rhs)
type GtConstraint <: Constraint
head::Symbol
id_hash::UInt64
lhs::AbstractExpr
rhs::AbstractExpr
size::Tuple{Int, Int}
dual::ValueOrNothing
function GtConstraint(lhs::AbstractExpr, rhs::AbstractExpr)
if lhs.size == rhs.size || lhs.size == (1, 1)
sz = rhs.size
elseif rhs.size == (1, 1)
sz = lhs.size
else
error("Cannot create inequality constraint between expressions of size $(lhs.size) and $(rhs.size)")
end
id_hash = hash((lhs, rhs, :(>=)))
return new(:(>=), id_hash, lhs, rhs, sz, nothing)
end
end
function vexity(c::GtConstraint)
vex = -vexity(c.lhs) + (vexity(c.rhs))
if vex == ConcaveVexity()
vex = NotDcp()
end
return vex
end
function conic_form!(c::GtConstraint, unique_conic_forms::UniqueConicForms)
if !has_conic_form(unique_conic_forms, c)
expr = c.lhs - c.rhs
objective = conic_form!(expr, unique_conic_forms)
new_constraint = ConicConstr([objective], :NonNeg, [c.size[1] * c.size[2]])
conic_constr_to_constr[new_constraint] = c
cache_conic_form!(unique_conic_forms, c, new_constraint)
end
return get_conic_form(unique_conic_forms, c)
end
>=(lhs::AbstractExpr, rhs::AbstractExpr) = GtConstraint(lhs, rhs)
>=(lhs::AbstractExpr, rhs::Value) = >=(lhs, Constant(rhs))
>=(lhs::Value, rhs::AbstractExpr) = >=(Constant(lhs), rhs)
>(lhs::AbstractExpr, rhs::AbstractExpr) = GtConstraint(lhs, rhs)
>(lhs::AbstractExpr, rhs::Value) = >=(lhs, Constant(rhs))
>(lhs::Value, rhs::AbstractExpr) = >=(Constant(lhs), rhs)
function +{T<:Constraint, T2<:Constraint}(constraints_one::Array{T}, constraints_two::Array{T2})
constraints = append!(Constraint[], constraints_one)
return append!(constraints, constraints_two)
end
+(constraint_one::Constraint, constraint_two::Constraint) = [constraint_one] + [constraint_two]
+{T<:Constraint}(constraint_one::Constraint, constraints_two::Array{T}) =
[constraint_one] + constraints_two
+{T<:Constraint}(constraints_one::Array{T}, constraint_two::Constraint) =
constraints_one + [constraint_two]